Preheat an air fryer to 400 degrees F (200 degrees C).
Cut zucchini into spirals using a spiralizer fitted with the large shredding blade.
Place egg in a shallow dish. Combine bread crumbs, Parmesan cheese, and Italian seasoning in a large resealable plastic bag. Dip 1/2 of the spiralized zucchini in the beaten egg and then place in the bag to coat with bread crumb mixture.
Spray the basket of the air fryer with cooking spray. Arrange breaded zucchini fries in the prepared basket, making sure to not overcrowd. Spray the tops with cooking spray.
Cook until crispy, about 10 minutes, flipping halfway through cook time. Transfer fries to a paper towel-lined plate. Repeat breading and cooking process with remaining zucchini spirals.